That's because the current game is saved "as completed" (I don't know the mechanics, it just gets the flags it needs for the cosmetic changes) before the cutscene reached in this movie.
What happens in a normal gameplay, and can be seen in the ~20min run:
_lots of levels and stuff
_The player beats the final boss
_sound of victory, flagging the save in the background
_cutscene A: Syrup throws a bomb
_cutscene B: The tower is destroyed, revealing Peach's statue, and Mario takes it away
_cutscene C: Wario brushes the lamp and asks to the genie a castle
(other stuff going on)
What is happening here:
_starting level 3
_cutscene C: Wario brushes the lamp and asks to the genie a castle
So the save doesn't have the time to be correctly flagged.
To get the cosmetic changes (save pipe in another color, map displaying levels with a treasure to take), you need to beat the final boss. Or use some ACE to flag the save, I don't know.
I just noticed something funny about the ending. You may look at
the different endings,
Wario gets the 5bags ending while he carries 0 of them.